| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
28,077.58 |
28,347.42 |
269.84 |
1.0% |
27,970.05 |
| High |
28,314.94 |
28,400.74 |
85.80 |
0.3% |
27,999.81 |
| Low |
28,041.75 |
28,094.57 |
52.82 |
0.2% |
27,526.25 |
| Close |
28,308.46 |
28,248.44 |
-60.02 |
-0.2% |
27,930.33 |
| Range |
273.19 |
306.17 |
32.98 |
12.1% |
473.56 |
| ATR |
324.81 |
323.48 |
-1.33 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,166.43 |
29,013.60 |
28,416.83 |
|
| R3 |
28,860.26 |
28,707.43 |
28,332.64 |
|
| R2 |
28,554.09 |
28,554.09 |
28,304.57 |
|
| R1 |
28,401.26 |
28,401.26 |
28,276.51 |
28,324.59 |
| PP |
28,247.92 |
28,247.92 |
28,247.92 |
28,209.58 |
| S1 |
28,095.09 |
28,095.09 |
28,220.37 |
28,018.42 |
| S2 |
27,941.75 |
27,941.75 |
28,192.31 |
|
| S3 |
27,635.58 |
27,788.92 |
28,164.24 |
|
| S4 |
27,329.41 |
27,482.75 |
28,080.05 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,239.48 |
29,058.46 |
28,190.79 |
|
| R3 |
28,765.92 |
28,584.90 |
28,060.56 |
|
| R2 |
28,292.36 |
28,292.36 |
28,017.15 |
|
| R1 |
28,111.34 |
28,111.34 |
27,973.74 |
27,965.07 |
| PP |
27,818.80 |
27,818.80 |
27,818.80 |
27,745.66 |
| S1 |
27,637.78 |
27,637.78 |
27,886.92 |
27,491.51 |
| S2 |
27,345.24 |
27,345.24 |
27,843.51 |
|
| S3 |
26,871.68 |
27,164.22 |
27,800.10 |
|
| S4 |
26,398.12 |
26,690.66 |
27,669.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,400.74 |
27,526.25 |
874.49 |
3.1% |
276.00 |
1.0% |
83% |
True |
False |
|
| 10 |
28,400.74 |
27,526.25 |
874.49 |
3.1% |
240.11 |
0.8% |
83% |
True |
False |
|
| 20 |
28,400.74 |
25,992.28 |
2,408.46 |
8.5% |
273.00 |
1.0% |
94% |
True |
False |
|
| 40 |
28,400.74 |
25,475.14 |
2,925.60 |
10.4% |
312.61 |
1.1% |
95% |
True |
False |
|
| 60 |
28,400.74 |
24,843.18 |
3,557.56 |
12.6% |
388.05 |
1.4% |
96% |
True |
False |
|
| 80 |
28,400.74 |
22,789.62 |
5,611.12 |
19.9% |
393.90 |
1.4% |
97% |
True |
False |
|
| 100 |
28,400.74 |
20,863.09 |
7,537.65 |
26.7% |
417.33 |
1.5% |
98% |
True |
False |
|
| 120 |
28,400.74 |
18,213.65 |
10,187.09 |
36.1% |
548.12 |
1.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,701.96 |
|
2.618 |
29,202.29 |
|
1.618 |
28,896.12 |
|
1.000 |
28,706.91 |
|
0.618 |
28,589.95 |
|
HIGH |
28,400.74 |
|
0.618 |
28,283.78 |
|
0.500 |
28,247.66 |
|
0.382 |
28,211.53 |
|
LOW |
28,094.57 |
|
0.618 |
27,905.36 |
|
1.000 |
27,788.40 |
|
1.618 |
27,599.19 |
|
2.618 |
27,293.02 |
|
4.250 |
26,793.35 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,248.18 |
28,180.21 |
| PP |
28,247.92 |
28,111.99 |
| S1 |
28,247.66 |
28,043.76 |
|